A biased random-key genetic algorithm for a network pricing problem

Size: px
Start display at page:

Download "A biased random-key genetic algorithm for a network pricing problem"

Transcription

1 A biased random-key genetic algorithm for a network pricing problem Fernando Stefanello, Luciana S. Buriol Instituto de Informática Universidade Federal do Rio Grande do Sul Caixa Postal Porto Alegre RS Brazil [fstefanello,buriol]@inf.ufrgs.br Mauricio G. C. Resende Internet and Network Systems Research Center, AT&T Labs Research 180 Park Avenue, Room C241, Florham Park, NJ 07932, USA. mgcr@research.att.com ABSTRACT Reducing the problems related to transportation networks has challenged researchers from several areas. There are many attempts in solving the different combinatorial network flow problems that arise in this context. In this work, we investigate the problem of applying tolls on some arcs of road networks. The problem of defining tariffs for a given subset of the arcs, maximizing revenue when users take the least cost path, is known as a network pricing problem. In this work we apply a biased random-key genetic algorithm for large instances of this problem. The experimental results reported show that the algorithm found good solutions for large instances in a short time. KEYWORDS. Bilevel programming, Genetic algorithms, Network pricing problem, Combinatorial Optimization. 3646

2 1. Introduction Transportation is an important component on the economy, a promoter of wealth, the development and the welfare of populations. Reducing the problems related to transportation networks has challenged not only traffic engineers, but also researchers from several areas. There are many rules and procedures that are currently in use aiming at improving the traffic flow in a city or road. They can also attend other interests. Motivating the use of bicycle, for example, reduces traffic congestion and improves life style. In spite of the world effort in reducing traffic flow, the still remaining traffic causes congestion in almost all cities and busy roads. Another alternative to reduce some problems is applying tolls on some arcs of the network. The main idea is that the deployment of tolls on certain roads can induce drivers to choose alternative routes, thus reducing congestion as the result of better traffic flow distribution. Naturally, tolls can increase the cost of a trip, but this can be compensated with less travel time, reduced fuel cost, and lower amounts of stress. In the 1950s, Beckmann et al. (1956) proposed the use of tolls with this objective. This idea has made its way into modern transportation networks. In 1975, Singapore implemented a program called Electronic Road Pricing or ERP. Several cities in Europe and the United States, such as in London and San Diego, have begun to charge toll on their transportation networks (Bai et al., 2010). Tolls are also applied in some small European towns, like Peruggia (Italy), to reduce the number of people driving in downtown areas. The optimization of transportation networks using tolls is addressed by many works. The goal of the minimum tollbooth problem (MINTB), first introduced by Hearn and Ramana (1998), is to minimize the number of toll locations to achieve system optimality. Yang and Zhang (2003) formulate second-best link-based pricing as a bi-level program and solve it with a genetic algorithm. In Bai et al. (2010) it is shown that the problem is NP-hard and a local search heuristic was proposed. In Stefanello et al. (2013), an extension of Buriol et al. (2010), the authors deal with the problem of locating a fix number K of tolls, as well as defining their tariffs. For a complete review of road pricing optimization problems we refer the reader to the survey by Tsekeris and Voß (2009). Another class of problems on flow networks is defined when only a given subset of the arcs can be tariffed. This is the case of the network pricing problem (NPP) introduced by Labbé et al. (????), which is further explored in this work. In an NPP an authority imposes charging tolls in a given set of arcs with the objective of maximizing the revenue, supposing that travellers always take the shortest cost path. The shortest path is computed considering the tolls and a fix link cost. In game theory, a similar problem is known as the Stackelberg game (von Stackelberg, 1952). In this game there is a leader and a follower. The leader plays first choosing the best strategy supposing that the follower reacts in an optimal way to its choice. Knowing the decision of the leader, the follower chooses a strategy considering its own benefit. Similar problems and applications are toll optimization systems (Dewez, 2004), long-distance freight transportation overseas (Brotcorne et al., 2000), airline charging (Castelli et al., 2012), and in telecommunication networks (Başar and Srikant, 2002; Bouhtou et al., 2007). A bilevel NPP was first introduced by Labbé et al. (????) for a multicommodity network. The problem consists in determining the tariffs to tolls on a subset of arcs of a network, with the objective of maximizing the profit, given that users travel on shortest 3647

3 cost paths. In this problem the authority is supposed to fix its toll prices first, and then the users choose their paths having the complete knowledge of all network costs. In Labbé et al. (????) the general problem was proved to be NP-complete, while particular instances are polynomially solvable, as for example, the single toll arc case. In this work it was also showed how the lower level optimization problem can be replaced by its primal and dual constraints and its optimality conditions, stating that the primal and dual objective functions must be equal, yielding a single level problem which then needs to be linearized. In Roch et al. (2005) the NPP with lower bound constraints on tolls was proved to be strongly NP-hard even for one single commodity. Other results can be found for instance in Bouhtou et al. (2007), Dewez (2004), Heilporn et al. (2010) and Brotcorne et al. (2012). In this paper, we approach the multicommodity network pricing problem. The objective is to determine the tariff of a given subset of arcs of the network maximizing the revenue computed by travellers that choose their shortest cost path routes. This work is a preliminary study which proposes a biased random-key genetic algorithm (BRKGA) to solve large scale instances from the bilevel multicommodity network pricing problem. We further present a set of experiments, providing some conclusions and directions to future work. This paper is organized as follows. In Section 2 we present a overview and a mathematical formulation of the network pricing problem. The biased random-key genetic algorithm to solve this problem is presented in Section 3. Computational results are reported in Section 4. Finally, conclusions are drawn in Section The network pricing problem Consider a network represented by a directed graph G = (V, A, c) where V represents the set of nodes (i.e., vertices or points of interest), and A the set of arcs (i.e., links or road segments). The set A is partitioned into two subsets, i.e., A = A 1 A 2. Subset A 1 contains the K = A 1 arcs that can be tariffed, and belongs to the leader, while A 2 is owned by other agent in the network and the arc costs c a are known a priori. Besides the tariffs, arcs from K = A 1 also has a cost c a. Thus, the arcs belonging to A 1 have cost c a + t a, while the arcs that belong to A 2 have cost c a, where c a is the fix cost of the arc and t a is the tariff applied to the arc a. In addition, let K = {(o(1), d(1)), (o(2), d(2)),..., (o( K ), d( K )} V V denote the set of commodities or origin-destination (OD) pairs, where o(k) and d(k) represent, respectively, the origination and destination nodes for k = 1,..., K. Each commodity k = 1,..., K has an associated demand of traffic flow d k, i.e., for each OD pair (o(k), d(k)), there is an demand d k that emanates from node o(k) and terminates in node d(k). To ensure that the problem is bounded, it is assumed that for each commodity k K there is an upper bound on the amount the customer is willing to pay, or there exists a path from source to destination which uses only fixed cost arcs a A

4 The multicommodity NPP has been formulated as follows (Labbé et al.,????): max t a x k a (1) a A 1 k K min { } (c a + t a )x k a + c a x k a k K a A 1 a A 2 x k a d k, if v = d(k) x k a = d k, if v = o(k) a IN(v) a OUT (v) 0, otherwise (2) v V, k K, (3) x k a, t a R + a A 1, a A, k K. (4) Here IN(v) is the set of arcs entering v, and OUT (v) is the set of arcs leaving v. In this model, the variables x k a represent the flow of commodity k K on arc a A. This model is a bilinear bilevel program, since the upper level is linear in the tariff variables and the lower level is linear in the arc choice variables (van Hoesel, 2008), resulting in a non linear formulation in the combination of these variables. Observe that once the tariffs are defined, one can easily choose among all s-t paths of minimum total cost one path that maximizes the revenue. In other words, we assume that the follower always makes the best choice for the leader. A naturally extension of the NPP is to allow negative tolls. In this case, the values are incentives to travellers take this routes. In this work we limit only to non-negative tolls. A mixed integer linear formulation is provided for this problem in Labbé et al. (????). This model was obtained by replacing the lower level problem by its optimality conditions. Thus, an arc formulation for NPP has been formulated as follows: max d k t k a (5) k K a A 1 subject to λ k i λ k j c a + T a a = (i, j) A 1, k K (6) λ k i λ k j c a a = (i, j) A 2, k K (7) ( ) ca x k a + t k a + c a x k a = λ k d(k) λ k o(k) k K (8) a A 1 a A 2 x k a 1, if v = d(k) x k a = 1, if v = o(k) v N, k K (9) a IN(v) a OUT (v) 0, otherwise Mx k a t k a Mx k a a A 1, k K (10) M ( 1 xa) k t k a T a M ( ) 1 x k a a A 1, k K (11) x k a {0, 1}, t k a, T a R + a A 1, k K (12) x k a 0 a A 2, k K (13) λ k v 0 v V, k K (14) 3649

5 Objective function (5) maximizes the revenue of the demand of each commodity that traverses the tarrifed arcs. Constraint set (6) and (7) defines the weight distance from the vertices. Constraint set (8) helps to define the tariffs of the tarrifed arcs based on the vertice distances. Constraint set (9) guarantees flow conservation. Constraint set (10) and (11) set the tariffs only on arcs with flow, and the last constraint sets define the domain of the variables (12) (14). This model can be improved in the case of having many commodities with a same destination. The set of variables λ k v, v V and k K can be replaced by a set of variables λ q v, v V and q Q where Q is the set of all destination nodes. For a large number of commodities Q K this modification reduces the number of variables in comparison to the original model. 3. A biased random-key genetic algorithm In this section we briefly describe the biased random-key genetic algorithm (RKGA) proposed to solve the NPP. A random-key genetic algorithm (RKGA) is a metaheuristic, originally proposed by Bean (1994), for finding optimal or near-optimal solutions to optimization problems. RKGAs encode solutions as vectors of random keys. A RKGA starts with a set (or population) of p random vectors of size n. Parameter n depends on the encoding while parameter p is user-defined. Starting from the initial population, the algorithm generates a series of populations through generations. RKGAs rely on decoders to translate a vector of random keys into a solution of the optimization problem being solved. A decoder is deterministic algorithm that takes as input a vector of random keys and returns a feasible solution of the optimization problem as well as its cost (or fitness). At the k-th generation, the decoder is applied to all newly created random keys and the population is partitioned into a smaller set of p e elite solutions, i.e., the best fittest p e solutions in the population and another larger set of p p e > p e non-elite solutions. Population k + 1 is generated as follows. All p e elite solutions of population k are copied without change to population k + 1. This elitist strategy maintains the best solution on hand. In biology, as well as in genetic algorithms, evolution only occurs if mutation is present. As opposed to most genetic algorithms, RKGAs do not use a mutation operator, where each component of the solutions is modified with small probability. Instead p m mutants are added to population k + 1. A mutant is simply a vector of random keys, generated in the same way a solution of the initial population is generated. With p e + p m solutions accounted for in population k + 1, p p e p m additional solutions must be generated to complete the p solutions that make up population k + 1. This is done through mating or crossover. In the RKGA of Bean (1994), two solutions are selected at random from the entire population. One is parent-a while the other is parent- B. A child C is produced by combining the parents using parameterized uniform crossover (Spears and DeJong, 1991). Let ρ A > 1/2 be the probability that the offspring solution inherits the key of parent-a and ρ B = 1 ρ A be the probability that it inherits the key of parent-b, i.e. { a i with probability ρ A, c i = b i with probability ρ B = 1 ρ A, where a i and b i are, respectively, the i-th key of parent-a and parent-b, for i = 1,..., n. This crossover always produces a feasible solution since c is also a vector of random keys 3650

6 and by definition the decoder takes as input any vector of random keys and outputs a feasible solution. Biased random-key genetic algorithms (Gonçalves and Resende, 2011) differ from Bean s algorithm in the way parents are selected. In a BRKGA parent-a is always selected at random from the set of p e elite solutions while parent-b is selected at random from the set of p p e non-elite solutions. The selection process is biased since an elite solution s has probability P r(s) = 1/p e of being selected for mating while a non-elite solution s is selected with probability P r( s) = 1/(p p e ). Since usually p p e > p e, in this case P r(s) > P r( s). In addition, elite solutions have a higher probability of passing on their random keys since probability ρ A > 1/2. Though the difference between RKGAs and BRKGAs is small, the resulting heuristics behave quite differently. Experimental results in Gonçalves et al. (2012) show that BRKGAs are almost always faster and more effective than RKGAs. To describe a BRKGA, one need only show how solutions are encoded and decoded, what choice of parameters p, p e, p m, and ρ A were made, and how the algorithm stops. We describe encoding and decoding next and give values for parameters as well as the stopping criterion in Section 4. Solutions are encoded as a k-vector of random keys, where k= K, the cardinality of the tariffed arcs (A 1 ) in the network. Each random key corresponds to a tariff. Each arc a K has a tariff in the interval [0, t max ]. Let d 0 k the distance from node s to node t of the commodity k when the tariffed arcs are defined to zero and d k the distance from s to t for commodity k when the tariffed arcs are defined to a large value. Thus, a natural upper bound t max on the value of a tariff on the network is given by { } t max = max d k d 0 k. k K Two kinds of initial solutions are generated. The model (6)-(14) was solved with constraint (12) relaxed. This generates one feasible solution. We observed that the values of tariffs of this solution are, in most cases, an upper approximation of the tariffs of the optimal solution. All other solutions are randomly generated. We use this upper bound to limit the tariff values and for providing an initial solution for the BRKGA. Each random solution is then generated by setting the keys to a value up to the value found in the solution generated by the relaxed model. Demands are routed forward to their destinations on shortest weight paths. Observe that tariffed links have weights equal to their fixed cost plus their tariffs (c a + t a ) and untariffed links have only a fixed cost (c a ). For each commodity, all paths of minimum cost are evaluated and the demand is sent by the higher cost path. In the case of a tie, the path with the higher number of tariffed arcs is selected. Finally, in case of a second tie, the tie is break using the outgoing arc with the lowest index. Once the demands are routed, the revenue of each tariff can be computed for all commodities. The solution fitness value is then calculated. Two additional features are implemented to maintaining the diversity of the population. First, at each generation, if two individuals have the same fitness value we apply a perturbation on each of them. A value δ [ d, d] where d = t max 0.1 is added to each tariff value. Note that the key value limitation between [1, t max ] should be respected. 3651

7 Moreover, the population is restarted after 50 generations without improvement of the best solution. This is done by replacing all individuals (except the one with best fitness) by random generated individuals, as it was done in the construction of the initial population. 4. Computational results In this section we present computational experiments with the models and algorithms presented in the previous sections. Initially, we describe the dataset used in the experiments. Then, we detail some experiments with CPLEX applied on the mathematical model (5) (14) and a components based on the relaxation of this model added to a basic implementation of the BRKGA that help to improve the results. Finally, preliminary results for the BRKGA are reported with some considerations. The experiments were done on a computer with an Intel Core i processor running at 2.80 GHz, with 4 GB of DDR3 RAM of main memory, and Ubuntu Linux operating system. The BRKGA was implemented in C++ and compiled with the g++ compiler, version We used CPLEX (API C++) with default configuration. Three types of networks are used in the first experiment, as show in Figure 1. Figure 1. Network structures: (a) Grid network; (b) Delaunay network; (c) Voronoi network. For each edge from the original structure two directed arcs with opposite directions were created. A random weight c a [1, c max ] is assigned to each one. Distinct origin and destination nodes of each commodities are also randomly chosen, as well as the demand is randomly generated in the interval [1, d max ] (by default d max = 20). Tariffed arcs are selected based on the description provide on Brotcorne et al. (2000). However, some changes were made in order to increase the number of travellers through tarrifed arcs for increasing the difficulty to solve the problem. Shortest paths are then calculated. The frequency that each arc belongs to a shortest path is computed. The first A 1 /2 arcs are selected considering the decreasing order of frequencies and the weights of these arcs are increased by a large value (usually a maximum integer representation). Their frequency count are also increased by a large value (it was used A ). Next, considering the new values of weights, the demands are routed again and the frequencies are updated. Finally in a decreasing order of frequencies, the tarrifed arcs are selected. Once a arc is tarrifed, a test is performed to check if there is at least one untariffed path from each commodity. If there is no such a path, the toll is removed and the next arc is selected to receive the toll. This process is repeated until K tariffs are assigned. 1 www-01.ibm.com/software/integration/optimization/cplex-optimizer 3652

8 Sets of instances are created with 200, 500 and 1000 arcs (the exact number of arcs can vary according to the network structure). The fixed maximum weight of arcs c max is defined to10 and 30. The number of origin-destination pairs is selected from 50, 200 and 500, and the proportion of tariffed arcs from 10% and 20%, generating a total of 108 instances Results for the mathematical model This section reports experiments with CPLEX running the model (5) (14) considering the subset of instances with 200 arcs from Table 1. The columns present the name of the instances, the CPLEX gap and the computational time (limited to 1h run). The name of each instance is composed by the network structure, #arcs, #o-d pairs, and the max arc weight d max. A - in the table indicates the cases in which the computer memory was exceeded and then the run was interrupted. Table 1. Computational results for the mathematical model. K = 10% K = 20% Instance gap Time(s) gap Time(s) Grid ,00 9,94 3, ,23 Grid ,00 2,69 0,00 126,57 Grid , ,66 Grid , ,32 286, ,98 Grid , ,28 366, ,13 Grid , , , ,08 Delaunay ,00 1,44 0,00 2,88 Delaunay ,00 11,33 0,00 105,05 Delaunay ,00 104,75 13, ,50 Delaunay , ,21 11, ,06 Delaunay , ,50 731, ,06 Delaunay , ,28 Voronoi ,00 1,57 0,00 169,75 Voronoi ,00 6,67 0, ,20 Voronoi , ,49 117, ,79 Voronoi , ,39 92, ,58 Voronoi Voronoi As expected, Table 1 shows that a higher number of tarrifed arcs increases the difficulty of the solver to prove optimality. The same is caused by the increase of the number of commodities. This occurs because the variables of this model are directly related to these parameters. A relaxed version of the model was also solved. Despite the relaxation, the solver provides fractional values of tariffs. The revenue is computed considering these tariffs. The solution value is about 40% less of the optimal values found in the previous experiment. The relaxed solutions are on average better than a random generated solution. In a set of 2 Available at inf.ufrgs.br/ fstefanello 3653

9 1000 random solutions for each instance, the average gap quality is around 64% less than the quality of the relaxed solution. Related to the best of 1000 random solutions, the gap is still 20% less of the quality of the relaxed solution. Analyzing the results, it was observed that for almost all arcs the tariffs are higher or equal than the optimal tariff values. Comparing the values of tariffs on the relaxed solution with the tariffs of the optimal solutions obtained in the previous experiment, 42.5% of the values of tariffs are equal to the optimal solution, and 43.66% have higher values, while only 13.82% are smaller values. Furthermore, the average of difference between the values is 3.21 units, meaning that the obtained tariff values are close to the optimal ones. Thus, these values can be used as an upper bound for the tariff values, providing a good approximation. The time to compute this solution is less than 2 seconds for the instances from Table 1. This represents less than 3% of the BRKGA time reported in the next section Results from the biased random-key genetic algorithm This section shows results obtained with the biased random-key genetic algorithm applied to a larger set of large scale instances of the NPP. The experiments with the BRKGA were done with a population size of p = 50, an elite set of size p e = 0.25p, a mutant set of size p m = 0.05p, and an elite key inheritance probability of ρ A = 0.7. Table 2 shows the results obtained, averaged over ten runs with different random seeds and using as stopping criterium 2000 generations of the BRKGA. In this table we report the best know solution value (Best), found by the CPLEX in the previous experiment (presented in bold if is optimal) or an extended execution of the BRKGA to 3000 generations. The columns Relax and Time(s) report the CPLEX results for solving the relaxed model (5) (14). The column Relax shows the total revenue calculated with the tariffs obtained by the solver. Since the tolls values in the relaxed version can be non-integer, the revenue can also be fractional. The column Time(s) show the running time of the solver in second. The columns Avg, Max, SD and Time(s) report respectively the values of the average revenue, best revenue, standard deviation and the computational time in seconds for the BRKGA. The reported running time is not cumulative with the running time of the relaxed model. Finally, we report results for the cases where 10% and 20% of the arcs are tariffed. 3654

10 Table 2. Computational results for the BRKGA. K = 10% K = 20% Instance Best Relax Time(s) Avg Max SD Time(s) Best Relax Time(s) Avg Max SD Time(s) Delaunay , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Delaunay , , , , , , Grid , , , , , , Grid , , , , , , Grid , , , , , , Grid , , , , , ,638 1, Grid , , , , , , Grid , , , , , ,937 1, Grid , , , , , , Grid , , , , , , Grid , , , , , , Grid , , , , , ,464 1, Grid , , , , , ,999 1, Grid , , , , , ,804 2, Grid , , , , , , Grid , , , , , , Grid , , , , , , Grid , , , , , ,253 2, Grid , , , , , , , ,501.9 Grid , , ,327 1, , , , ,730 3, ,363.6 Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , ,915 1, Voronoi , , , , , , Voronoi , , , , , ,742 1, Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , Voronoi , , , , , , , ,050.3 Voronoi , , , , , , ,926 1, ,934.6 Voronoi , , ,051 1, , , , ,702 2, ,

11 For the small instances, the BRKGA found the optimal solution or slightly less revenue than the optimal solution value. This indicates that at least for this set of instances, the proposed algorithm has a good performance and we expect similar behavior for the other sets of instances. Related to the network structure, we observed that the grid networks have an average of standard deviation and running times slightly worse than the other structures. This occurs because in this kind of network structures the path length for each commodity tends to be higher than in Voronoi and Delaunay networks. By the same reason, in this kind of structures the revenue tends to be higher. In the instances with weights c a between [1, 30] we observed that the standard deviation is worse than in the case with weight between [1, 10]. Naturally this behavior is expected because in the first case a higher variation of the tariff values and revenue are observed. The running times of the algorithm is sensible to the number of arcs, commodities and slightly by the network structure. On the other hand, is not sensible to other parameters, specially to the percentage of tarrifed arcs. We also observed that the computational times are acceptable considering the size of the instances. 5. Conclusions In this paper we presented a preliminary study of the network pricing problem. A biased random-key genetic algorithm is proposed to solve the problem and a set of experiments was performed in a set of diverse and large scale network instances. In the experiments we observed that the relaxation of the arc formulation mathematical model solved by CPLEX provides a hight quality initial solution and a good approximation for an upper bound of the tariff values. Furthermore, CPLEX was not able to solve the mixed integer version of this model for the large scale networks instances, motivating the use of heuristics for solving the problem. This first version of BRKGA shows a good performance of the algorithm, reaching the optimal solution or a good approximation of the best revenue. We also evaluate some characteristics and behaviors of the proposed algorithm on the tested instances. Finally, as future works we aim at introducing a local search procedure to the BRKGA. Moreover, we intend to use exact methods to solve subproblems as an intensification criteria. Acknowledgements This work has been partially supported by CAPES (Coordenação de Aperfeiçoamento de Pessoal de Nível Superior) - Brazil, FAPERGS (Fundação de Amparo à Pesquisa do Estado do Rio Grande do Sul) and PRH PB-17 Petrobras S.A., Brazil. References Bai, L., Hearn, D., Lawphongpanich, S. (2010). A heuristic method for the minimum toll booth problem. Journal of Global Optimization 48, Başar, T., Srikant, R. (2002). A Stackelberg Network Game with a Large Number of Followers. Journal of Optimization Theory and Applications 115 (3), Bean, J. C. (1994). Genetic algorithms and random keys for sequencing and optimization. ORSA J. on Comp. 6,

12 Beckmann, M., McGuire, C., Winsten, C. (1956). Studies in the economics of transportation. Yale University Press. Bouhtou, M., van Hoesel, S., van der Kraaij, A. F., Lutton, J.-L. (Jan. 2007). Tariff Optimization in Networks. INFORMS Journal on Computing 19 (3), Brotcorne, L., Cirinei, F., Marcotte, P., Savard, G. (Nov. 2012). A Tabu search algorithm for the network pricing problem. Computers & Operations Research 39 (11), Brotcorne, L., Labbé, M., Marcotte, P., Savard, G. (Aug. 2000). A Bilevel Model and Solution Algorithm for a Freight Tariff-Setting Problem. Transportation Science 34 (3), Buriol, L., Hirsch, M., Pardalos, P., Querido, T., Resende, M., Ritt, M. (2010). A biased random-key genetic algorithm for road congestion minimization. Optimization Letters 4, Castelli, L., Labbé, M., Violin, A. (Jun. 2012). A Network Pricing Formulation for the revenue maximization of European Air Navigation Service Providers. Transportation Research Part C: Emerging Technologies. Dewez, S. (2004). On the toll setting problem. Ph.D. thesis. Gonçalves, J., Resende, M. (2011). Biased random-key genetic algorithms for combinatorial optimization. J. of Heuristics 17, Gonçalves, J., Resende, M., TOso, R. (December 2012). Biased and unbiased randomkey genetic algorithms: An experimental analysis. Tech. rep., AT&T Labs Research, Florham Park, New Jersey. Hearn, D. W., Ramana, M. V. (1998). Solving congestion toll pricing models. Equilibrium and Advanced Transportation Modeling, Heilporn, G., Labbé, M., Marcotte, P., Savard, G. (2010). A polyhedral study of the network pricing problem with connected toll arcs. Networks 55 (3), Labbé, M., Marcotte, P., Savard, G. (????). Management Science. Roch, S., Savard, G., Marcotte, P. (Aug. 2005). An approximation algorithm for Stackelberg network pricing. Networks 46 (1), Spears, W. M., DeJong, K. A. (1991). On the virtues of parameterized uniform crossover. In: Proc. of the Fourth International Conference on Genetic Algorithms. pp Stefanello, F., Buriol, L. S., Hirsch, M. J., Pardalos, P. M., Querido, T., Resende, M. G. C., Ritt, M. (january 2013). On the minimization of traffic congestion in road networks with tolls, preprint submitted to European Journal of Operational Research. Tsekeris, T., Voß, S. (2009). Design and evaluation of road pricing: state-of-the-art and methodological advances. Netnomics 10, 5 52, /s z. van Hoesel, S. (Sep. 2008). An overview of Stackelberg pricing in networks. European Journal of Operational Research 189 (3), von Stackelberg, H. (1952). The theory of the market economy. Oxford University Press, Oxford, England. Yang, H., Zhang, X. (2003). Optimal toll design in second-best link-based congestion pricing. Transportation Research Record: Journal of the Transportation Research Board 1857 (1),

A BIASED RANDOM-KEY GENETIC ALGORITHM FOR THE STEINER TRIPLE COVERING PROBLEM

A BIASED RANDOM-KEY GENETIC ALGORITHM FOR THE STEINER TRIPLE COVERING PROBLEM A BIASED RANDOM-KEY GENETIC ALGORITHM FOR THE STEINER TRIPLE COVERING PROBLEM M.G.C. RESENDE, R.F. TOSO, J.F. GONÇALVES, AND R.M.A. SILVA Abstract. We present a biased random-key genetic algorithm (BRKGA)

More information

BIASED RANDOM-KEY GENETIC ALGORITHMS WITH APPLICATIONS IN TELECOMMUNICATIONS

BIASED RANDOM-KEY GENETIC ALGORITHMS WITH APPLICATIONS IN TELECOMMUNICATIONS BIASED RANDOM-KEY GENETIC ALGORITHMS WITH APPLICATIONS IN TELECOMMUNICATIONS MAURICIO G.C. RESENDE Abstract. This paper surveys several applications of biased random-key genetic algorithms (BRKGA) in optimization

More information

A Genetic Algorithm to the Strategic Pricing Problem in Competitive Electricity Markets

A Genetic Algorithm to the Strategic Pricing Problem in Competitive Electricity Markets A Genetic Algorithm to the Strategic Pricing Problem in Competitive Electricity Markets Wagner Pimentel Centro Federal de Educação Tecnológica Celso Suckow da Fonseca Unidade de Ensino Descentralizada

More information

Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm. Santos and Mateus (2007)

Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm. Santos and Mateus (2007) In the name of God Crew Scheduling Problem: A Column Generation Approach Improved by a Genetic Algorithm Spring 2009 Instructor: Dr. Masoud Yaghini Outlines Problem Definition Modeling As A Set Partitioning

More information

Packing with biased random-key genetic algorithms

Packing with biased random-key genetic algorithms Packing with biased random-key genetic algorithms Mauricio G. C. Resende Amazon.com Seattle, Washington resendem AT amazon DOT com Lecture given at Amazon.com Seattle, Washington February 10, 2015 Work

More information

HEURISTICS FOR THE NETWORK DESIGN PROBLEM

HEURISTICS FOR THE NETWORK DESIGN PROBLEM HEURISTICS FOR THE NETWORK DESIGN PROBLEM G. E. Cantarella Dept. of Civil Engineering University of Salerno E-mail: g.cantarella@unisa.it G. Pavone, A. Vitetta Dept. of Computer Science, Mathematics, Electronics

More information

Graph Coloring via Constraint Programming-based Column Generation

Graph Coloring via Constraint Programming-based Column Generation Graph Coloring via Constraint Programming-based Column Generation Stefano Gualandi Federico Malucelli Dipartimento di Elettronica e Informatica, Politecnico di Milano Viale Ponzio 24/A, 20133, Milan, Italy

More information

Reload Cost Trees and Network Design

Reload Cost Trees and Network Design Reload Cost Trees and Network Design Ioannis Gamvros, ILOG, Inc., 1080 Linda Vista Avenue, Mountain View, CA 94043, USA Luis Gouveia, Faculdade de Ciencias da Universidade de Lisboa, Portugal S. Raghavan,

More information

A Relative Neighbourhood GRASP for the SONET Ring Assignment Problem

A Relative Neighbourhood GRASP for the SONET Ring Assignment Problem A Relative Neighbourhood GRASP for the SONET Ring Assignment Problem Lucas de Oliveira Bastos 1, Luiz Satoru Ochi 1, Elder M. Macambira 2 1 Instituto de Computação, Universidade Federal Fluminense Address:

More information

A C++ APPLICATION PROGRAMMING INTERFACE FOR BIASED RANDOM-KEY GENETIC ALGORITHMS

A C++ APPLICATION PROGRAMMING INTERFACE FOR BIASED RANDOM-KEY GENETIC ALGORITHMS A C++ APPLICATION PROGRAMMING INTERFACE FOR BIASED RANDOM-KEY GENETIC ALGORITHMS RODRIGO F. TOSO AND MAURICIO G.C. RESENDE Abstract. In this paper, we describe brkgaapi, an efficient and easy-to-use object

More information

Using Genetic Algorithm with Triple Crossover to Solve Travelling Salesman Problem

Using Genetic Algorithm with Triple Crossover to Solve Travelling Salesman Problem Proc. 1 st International Conference on Machine Learning and Data Engineering (icmlde2017) 20-22 Nov 2017, Sydney, Australia ISBN: 978-0-6480147-3-7 Using Genetic Algorithm with Triple Crossover to Solve

More information

A Genetic Algorithm with Evolutionary Path-relinking for the SONET Ring Assignment Problem

A Genetic Algorithm with Evolutionary Path-relinking for the SONET Ring Assignment Problem EngOpt 2008 - International Conference on Engineering Optimization Rio de Janeiro, Brazil, 01-05 June 2008. A Genetic Algorithm with Evolutionary Path-relinking for the SONET Ring Assignment Problem Lucas

More information

Branch-and-Cut and GRASP with Hybrid Local Search for the Multi-Level Capacitated Minimum Spanning Tree Problem

Branch-and-Cut and GRASP with Hybrid Local Search for the Multi-Level Capacitated Minimum Spanning Tree Problem Branch-and-Cut and GRASP with Hybrid Local Search for the Multi-Level Capacitated Minimum Spanning Tree Problem Eduardo Uchoa Túlio A.M. Toffolo Mauricio C. de Souza Alexandre X. Martins + Departamento

More information

A Randomized Algorithm for Minimizing User Disturbance Due to Changes in Cellular Technology

A Randomized Algorithm for Minimizing User Disturbance Due to Changes in Cellular Technology A Randomized Algorithm for Minimizing User Disturbance Due to Changes in Cellular Technology Carlos A. S. OLIVEIRA CAO Lab, Dept. of ISE, University of Florida Gainesville, FL 32611, USA David PAOLINI

More information

On step fixed-charge hub location problem

On step fixed-charge hub location problem On step fixed-charge hub location problem Marcos Roberto Silva DEOP - Departamento de Engenharia Operacional Patrus Transportes Urgentes Ltda. 07934-000, Guarulhos, SP E-mail: marcos.roberto.silva@uol.com.br

More information

Computational Complexity CSC Professor: Tom Altman. Capacitated Problem

Computational Complexity CSC Professor: Tom Altman. Capacitated Problem Computational Complexity CSC 5802 Professor: Tom Altman Capacitated Problem Agenda: Definition Example Solution Techniques Implementation Capacitated VRP (CPRV) CVRP is a Vehicle Routing Problem (VRP)

More information

An Introduction to Dual Ascent Heuristics

An Introduction to Dual Ascent Heuristics An Introduction to Dual Ascent Heuristics Introduction A substantial proportion of Combinatorial Optimisation Problems (COPs) are essentially pure or mixed integer linear programming. COPs are in general

More information

THIS PAPER proposes a hybrid decoding to apply with

THIS PAPER proposes a hybrid decoding to apply with Proceedings of the 01 Federated Conference on Computer Science and Information Systems pp. 9 0 Biased Random Key Genetic Algorithm with Hybrid Decoding for Multi-objective Optimization Panwadee Tangpattanakul

More information

Joint Design and Pricing on a Network

Joint Design and Pricing on a Network Joint Design and Pricing on a Network Luce Brotcorne 1 Martine Labbé 2 Patrice Marcotte 3 Gilles Savard 4 1 LAMIH/ ROI, Université de Valenciennes 2 SMG and ISRO, Université libre de Bruxelles 3 CRT and

More information

A Benders decomposition approach for the robust shortest path problem with interval data

A Benders decomposition approach for the robust shortest path problem with interval data A Benders decomposition approach for the robust shortest path problem with interval data R. Montemanni, L.M. Gambardella Istituto Dalle Molle di Studi sull Intelligenza Artificiale (IDSIA) Galleria 2,

More information

RANDOMIZED HEURISTICS FOR THE FAMILY TRAVELING SALESPERSON PROBLEM

RANDOMIZED HEURISTICS FOR THE FAMILY TRAVELING SALESPERSON PROBLEM RANDOMIZED HEURISTICS FOR THE FAMILY TRAVELING SALESPERSON PROBLEM L.F. MORÁN-MIRABAL, J.L. GONZÁLEZ-VELARDE, AND M.G.C. RESENDE Abstract. This paper introduces the family traveling salesperson problem

More information

A PYTHON/C++ LIBRARY FOR BOUND-CONSTRAINED GLOBAL OPTIMIZATION USING BIASED RANDOM-KEY GENETIC ALGORITHM

A PYTHON/C++ LIBRARY FOR BOUND-CONSTRAINED GLOBAL OPTIMIZATION USING BIASED RANDOM-KEY GENETIC ALGORITHM A PYTHON/C++ LIBRARY FOR BOUND-CONSTRAINED GLOBAL OPTIMIZATION USING BIASED RANDOM-KEY GENETIC ALGORITHM R. M. A. SILVA, M. G. C. RESENDE, AND P. M. PARDALOS Abstract. This paper describes libbrkga, a

More information

A Computational Study of Conflict Graphs and Aggressive Cut Separation in Integer Programming

A Computational Study of Conflict Graphs and Aggressive Cut Separation in Integer Programming A Computational Study of Conflict Graphs and Aggressive Cut Separation in Integer Programming Samuel Souza Brito and Haroldo Gambini Santos 1 Dep. de Computação, Universidade Federal de Ouro Preto - UFOP

More information

GRASP and path-relinking: Recent advances and applications

GRASP and path-relinking: Recent advances and applications and path-relinking: Recent advances and applications Mauricio G.C. Rese Celso C. Ribeiro April 6, 23 Abstract This paper addresses recent advances and application of hybridizations of greedy randomized

More information

METAHEURISTICS Genetic Algorithm

METAHEURISTICS Genetic Algorithm METAHEURISTICS Genetic Algorithm Jacques A. Ferland Department of Informatique and Recherche Opérationnelle Université de Montréal ferland@iro.umontreal.ca Genetic Algorithm (GA) Population based algorithm

More information

LOCAL SEARCH WITH PERTURBATIONS FOR THE PRIZE-COLLECTING STEINER TREE PROBLEM IN GRAPHS

LOCAL SEARCH WITH PERTURBATIONS FOR THE PRIZE-COLLECTING STEINER TREE PROBLEM IN GRAPHS LOCAL SEARCH WITH PERTURBATIONS FOR THE PRIZE-COLLECTING STEINER TREE PROBLEM IN GRAPHS S.A. CANUTO, M.G.C. RESENDE, AND C.C. RIBEIRO Abstract. Given an undirected graph with prizes associated with its

More information

VNS-based heuristic with an exponential neighborhood for the server load balancing problem

VNS-based heuristic with an exponential neighborhood for the server load balancing problem Available online at www.sciencedirect.com Electronic Notes in Discrete Mathematics 47 (2015) 53 60 www.elsevier.com/locate/endm VNS-based heuristic with an exponential neighborhood for the server load

More information

The study of comparisons of three crossover operators in genetic algorithm for solving single machine scheduling problem. Quan OuYang, Hongyun XU a*

The study of comparisons of three crossover operators in genetic algorithm for solving single machine scheduling problem. Quan OuYang, Hongyun XU a* International Conference on Manufacturing Science and Engineering (ICMSE 2015) The study of comparisons of three crossover operators in genetic algorithm for solving single machine scheduling problem Quan

More information

Network Improvement for Equilibrium Routing

Network Improvement for Equilibrium Routing Network Improvement for Equilibrium Routing UMANG BHASKAR University of Waterloo and KATRINA LIGETT California Institute of Technology Routing games are frequently used to model the behavior of traffic

More information

THE Multiconstrained 0 1 Knapsack Problem (MKP) is

THE Multiconstrained 0 1 Knapsack Problem (MKP) is An Improved Genetic Algorithm for the Multiconstrained 0 1 Knapsack Problem Günther R. Raidl Abstract This paper presents an improved hybrid Genetic Algorithm (GA) for solving the Multiconstrained 0 1

More information

Effective probabilistic stopping rules for randomized metaheuristics: GRASP implementations

Effective probabilistic stopping rules for randomized metaheuristics: GRASP implementations Effective probabilistic stopping rules for randomized metaheuristics: GRASP implementations Celso C. Ribeiro Isabel Rosseti Reinaldo C. Souza Universidade Federal Fluminense, Brazil July 2012 1/45 Contents

More information

A hybrid genetic algorithm for road congestion minimization

A hybrid genetic algorithm for road congestion minimization A hybrid genetic algorithm for road congestion minimization Luciana S. Buriol 1 Michael J. Hirsch 2 Panos M. Pardalos 3 Tania Querido 4 Mauricio G. C. Resende 5 Marcus Ritt 1 1 Instituto de Informática,

More information

A Row-and-Column Generation Method to a Batch Machine Scheduling Problem

A Row-and-Column Generation Method to a Batch Machine Scheduling Problem The Ninth International Symposium on Operations Research and Its Applications (ISORA 10) Chengdu-Jiuzhaigou, China, August 19 23, 2010 Copyright 2010 ORSC & APORC, pp. 301 308 A Row-and-Column Generation

More information

Solving Large Aircraft Landing Problems on Multiple Runways by Applying a Constraint Programming Approach

Solving Large Aircraft Landing Problems on Multiple Runways by Applying a Constraint Programming Approach Solving Large Aircraft Landing Problems on Multiple Runways by Applying a Constraint Programming Approach Amir Salehipour School of Mathematical and Physical Sciences, The University of Newcastle, Australia

More information

Solving the Capacitated Single Allocation Hub Location Problem Using Genetic Algorithm

Solving the Capacitated Single Allocation Hub Location Problem Using Genetic Algorithm Solving the Capacitated Single Allocation Hub Location Problem Using Genetic Algorithm Faculty of Mathematics University of Belgrade Studentski trg 16/IV 11 000, Belgrade, Serbia (e-mail: zoricast@matf.bg.ac.yu)

More information

An Evolutionary Algorithm for the Multi-objective Shortest Path Problem

An Evolutionary Algorithm for the Multi-objective Shortest Path Problem An Evolutionary Algorithm for the Multi-objective Shortest Path Problem Fangguo He Huan Qi Qiong Fan Institute of Systems Engineering, Huazhong University of Science & Technology, Wuhan 430074, P. R. China

More information

Preliminary Background Tabu Search Genetic Algorithm

Preliminary Background Tabu Search Genetic Algorithm Preliminary Background Tabu Search Genetic Algorithm Faculty of Information Technology University of Science Vietnam National University of Ho Chi Minh City March 2010 Problem used to illustrate General

More information

Job Shop Scheduling Problem (JSSP) Genetic Algorithms Critical Block and DG distance Neighbourhood Search

Job Shop Scheduling Problem (JSSP) Genetic Algorithms Critical Block and DG distance Neighbourhood Search A JOB-SHOP SCHEDULING PROBLEM (JSSP) USING GENETIC ALGORITHM (GA) Mahanim Omar, Adam Baharum, Yahya Abu Hasan School of Mathematical Sciences, Universiti Sains Malaysia 11800 Penang, Malaysia Tel: (+)

More information

Fuzzy Inspired Hybrid Genetic Approach to Optimize Travelling Salesman Problem

Fuzzy Inspired Hybrid Genetic Approach to Optimize Travelling Salesman Problem Fuzzy Inspired Hybrid Genetic Approach to Optimize Travelling Salesman Problem Bindu Student, JMIT Radaur binduaahuja@gmail.com Mrs. Pinki Tanwar Asstt. Prof, CSE, JMIT Radaur pinki.tanwar@gmail.com Abstract

More information

A dynamic resource constrained task scheduling problem

A dynamic resource constrained task scheduling problem A dynamic resource constrained task scheduling problem André Renato Villela da Silva Luis Satoru Ochi * Instituto de Computação - Universidade Federal Fluminense, Niterói, Rio de Janeiro, Brasil Abstract

More information

Chapter 13 A CONSTRUCTIVE GENETIC APPROACH TO POINT-FEATURE CARTOGRAPHIC LABEL PLACEMENT 13.1 INTRODUCTION. Missae Yamamoto 1 and Luiz A.N.

Chapter 13 A CONSTRUCTIVE GENETIC APPROACH TO POINT-FEATURE CARTOGRAPHIC LABEL PLACEMENT 13.1 INTRODUCTION. Missae Yamamoto 1 and Luiz A.N. Chapter 13 A CONSTRUCTIVE GENETIC APPROACH TO POINT-FEATURE CARTOGRAPHIC LABEL PLACEMENT Missae Yamamoto 1 and Luiz A.N. Lorena 2 INPE Instituto Nacional de Pesquisas Espaciais Caixa Postal 515 12.245-970

More information

The Heuristic (Dark) Side of MIP Solvers. Asja Derviskadic, EPFL Vit Prochazka, NHH Christoph Schaefer, EPFL

The Heuristic (Dark) Side of MIP Solvers. Asja Derviskadic, EPFL Vit Prochazka, NHH Christoph Schaefer, EPFL The Heuristic (Dark) Side of MIP Solvers Asja Derviskadic, EPFL Vit Prochazka, NHH Christoph Schaefer, EPFL 1 Table of content [Lodi], The Heuristic (Dark) Side of MIP Solvers, Hybrid Metaheuristics, 273-284,

More information

A Hybrid Genetic Algorithm for the Distributed Permutation Flowshop Scheduling Problem Yan Li 1, a*, Zhigang Chen 2, b

A Hybrid Genetic Algorithm for the Distributed Permutation Flowshop Scheduling Problem Yan Li 1, a*, Zhigang Chen 2, b International Conference on Information Technology and Management Innovation (ICITMI 2015) A Hybrid Genetic Algorithm for the Distributed Permutation Flowshop Scheduling Problem Yan Li 1, a*, Zhigang Chen

More information

Modified Order Crossover (OX) Operator

Modified Order Crossover (OX) Operator Modified Order Crossover (OX) Operator Ms. Monica Sehrawat 1 N.C. College of Engineering, Israna Panipat, Haryana, INDIA. Mr. Sukhvir Singh 2 N.C. College of Engineering, Israna Panipat, Haryana, INDIA.

More information

α Coverage to Extend Network Lifetime on Wireless Sensor Networks

α Coverage to Extend Network Lifetime on Wireless Sensor Networks Noname manuscript No. (will be inserted by the editor) α Coverage to Extend Network Lifetime on Wireless Sensor Networks Monica Gentili Andrea Raiconi Received: date / Accepted: date Abstract An important

More information

An Improved Hybrid Genetic Algorithm for the Generalized Assignment Problem

An Improved Hybrid Genetic Algorithm for the Generalized Assignment Problem An Improved Hybrid Genetic Algorithm for the Generalized Assignment Problem Harald Feltl and Günther R. Raidl Institute of Computer Graphics and Algorithms Vienna University of Technology, Vienna, Austria

More information

Challenging Applications of Stochastic Programming

Challenging Applications of Stochastic Programming Challenging Applications of Stochastic Programming Anton J. School of Industrial and Systems Engineering Georgia Institute of Technology Atlanta, Georgia, USA Stochastic Programming SPXII Conference Halifax

More information

Instituto Nacional de Pesquisas Espaciais - INPE/LAC Av. dos Astronautas, 1758 Jd. da Granja. CEP São José dos Campos S.P.

Instituto Nacional de Pesquisas Espaciais - INPE/LAC Av. dos Astronautas, 1758 Jd. da Granja. CEP São José dos Campos S.P. XXXIV THE MINIMIZATION OF TOOL SWITCHES PROBLEM AS A NETWORK FLOW PROBLEM WITH SIDE CONSTRAINTS Horacio Hideki Yanasse Instituto Nacional de Pesquisas Espaciais - INPE/LAC Av. dos Astronautas, 1758 Jd.

More information

Column Generation Method for an Agent Scheduling Problem

Column Generation Method for an Agent Scheduling Problem Column Generation Method for an Agent Scheduling Problem Balázs Dezső Alpár Jüttner Péter Kovács Dept. of Algorithms and Their Applications, and Dept. of Operations Research Eötvös Loránd University, Budapest,

More information

AUTOMATIC TUNING OF GRASP WITH EVOLUTIONARY PATH-RELINKING

AUTOMATIC TUNING OF GRASP WITH EVOLUTIONARY PATH-RELINKING AUTOMATIC TUNING OF GRASP WITH EVOLUTIONARY PATH-RELINKING L.F. MORÁN-MIRABAL, J.L. GONZÁLEZ-VELARDE, AND M.G.C. RESENDE Abstract. Heuristics for combinatorial optimization are often controlled by discrete

More information

Discrete Bandwidth Allocation Considering Fairness and. Transmission Load in Multicast Networks

Discrete Bandwidth Allocation Considering Fairness and. Transmission Load in Multicast Networks Discrete Bandwidth Allocation Considering Fairness and Transmission Load in Multicast Networks Chae Y. Lee and Hee K. Cho Dept. of Industrial Engineering, KAIST, 373- Kusung Dong, Taejon, Korea Abstract

More information

Evolutionary Computation for Combinatorial Optimization

Evolutionary Computation for Combinatorial Optimization Evolutionary Computation for Combinatorial Optimization Günther Raidl Vienna University of Technology, Vienna, Austria raidl@ads.tuwien.ac.at EvoNet Summer School 2003, Parma, Italy August 25, 2003 Evolutionary

More information

A GENETIC ALGORITHM FOR THE WEIGHT SETTING PROBLEM IN OSPF ROUTING

A GENETIC ALGORITHM FOR THE WEIGHT SETTING PROBLEM IN OSPF ROUTING A GENETIC ALGORITHM FOR THE WEIGHT SETTING PROBLEM IN OSPF ROUTING M. ERICSSON, M.G.C. RESENDE, AND P.M. PARDALOS Abstract. With the growth of the Internet, Internet Service Providers (ISPs) try to meet

More information

Optimization of fuzzy multi-company workers assignment problem with penalty using genetic algorithm

Optimization of fuzzy multi-company workers assignment problem with penalty using genetic algorithm Optimization of fuzzy multi-company workers assignment problem with penalty using genetic algorithm N. Shahsavari Pour Department of Industrial Engineering, Science and Research Branch, Islamic Azad University,

More information

Combinatorial Auctions: A Survey by de Vries and Vohra

Combinatorial Auctions: A Survey by de Vries and Vohra Combinatorial Auctions: A Survey by de Vries and Vohra Ashwin Ganesan EE228, Fall 2003 September 30, 2003 1 Combinatorial Auctions Problem N is the set of bidders, M is the set of objects b j (S) is the

More information

Algorithms for Integer Programming

Algorithms for Integer Programming Algorithms for Integer Programming Laura Galli November 9, 2016 Unlike linear programming problems, integer programming problems are very difficult to solve. In fact, no efficient general algorithm is

More information

An Integer Programming Approach to Packing Lightpaths on WDM Networks 파장분할다중화망의광경로패킹에대한정수계획해법. 1. Introduction

An Integer Programming Approach to Packing Lightpaths on WDM Networks 파장분할다중화망의광경로패킹에대한정수계획해법. 1. Introduction Journal of the Korean Institute of Industrial Engineers Vol. 32, No. 3, pp. 219-225, September 2006. An Integer Programming Approach to Packing Lightpaths on WDM Networks Kyungsik Lee 1 Taehan Lee 2 Sungsoo

More information

INTERACTIVE MULTI-OBJECTIVE GENETIC ALGORITHMS FOR THE BUS DRIVER SCHEDULING PROBLEM

INTERACTIVE MULTI-OBJECTIVE GENETIC ALGORITHMS FOR THE BUS DRIVER SCHEDULING PROBLEM Advanced OR and AI Methods in Transportation INTERACTIVE MULTI-OBJECTIVE GENETIC ALGORITHMS FOR THE BUS DRIVER SCHEDULING PROBLEM Jorge PINHO DE SOUSA 1, Teresa GALVÃO DIAS 1, João FALCÃO E CUNHA 1 Abstract.

More information

AN EXTENDED AKERS GRAPHICAL METHOD WITH A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING

AN EXTENDED AKERS GRAPHICAL METHOD WITH A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING AN EXTENDED AKERS GRAPHICAL METHOD WITH A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING JOSÉ FERNANDO GONÇALVES AND MAURICIO G. C. RESENDE Abstract. This paper presents a local search, based

More information

Analysis and Algorithms for Partial Protection in Mesh Networks

Analysis and Algorithms for Partial Protection in Mesh Networks Analysis and Algorithms for Partial Protection in Mesh Networks Greg uperman MIT LIDS Cambridge, MA 02139 gregk@mit.edu Eytan Modiano MIT LIDS Cambridge, MA 02139 modiano@mit.edu Aradhana Narula-Tam MIT

More information

A hybrid Evolutionary Algorithm for the Dynamic Resource Constrained Task Scheduling Problem

A hybrid Evolutionary Algorithm for the Dynamic Resource Constrained Task Scheduling Problem A hybrid Evolutionary Algorithm for the Dynamic Resource Constrained Task Scheduling Problem André Renato Villela da Silva, Luiz Satoru Ochi Universidade Federal Fluminense Niterói, RJ - Brasil {avillela,satoru}@ic.uff.br

More information

A Branch-and-Cut Algorithm for the Partition Coloring Problem

A Branch-and-Cut Algorithm for the Partition Coloring Problem A Branch-and-Cut Algorithm for the Partition Coloring Problem Yuri Frota COPPE/UFRJ, Programa de Engenharia de Sistemas e Otimização Rio de Janeiro, RJ 21945-970, Brazil abitbol@cos.ufrj.br Nelson Maculan

More information

On the Computational Behavior of a Dual Network Exterior Point Simplex Algorithm for the Minimum Cost Network Flow Problem

On the Computational Behavior of a Dual Network Exterior Point Simplex Algorithm for the Minimum Cost Network Flow Problem On the Computational Behavior of a Dual Network Exterior Point Simplex Algorithm for the Minimum Cost Network Flow Problem George Geranis, Konstantinos Paparrizos, Angelo Sifaleras Department of Applied

More information

1. Lecture notes on bipartite matching February 4th,

1. Lecture notes on bipartite matching February 4th, 1. Lecture notes on bipartite matching February 4th, 2015 6 1.1.1 Hall s Theorem Hall s theorem gives a necessary and sufficient condition for a bipartite graph to have a matching which saturates (or matches)

More information

Network Topology Control and Routing under Interface Constraints by Link Evaluation

Network Topology Control and Routing under Interface Constraints by Link Evaluation Network Topology Control and Routing under Interface Constraints by Link Evaluation Mehdi Kalantari Phone: 301 405 8841, Email: mehkalan@eng.umd.edu Abhishek Kashyap Phone: 301 405 8843, Email: kashyap@eng.umd.edu

More information

A Genetic Approach for Solving Minimum Routing Cost Spanning Tree Problem

A Genetic Approach for Solving Minimum Routing Cost Spanning Tree Problem A Genetic Approach for Solving Minimum Routing Cost Spanning Tree Problem Quoc Phan Tan Abstract Minimum Routing Cost Spanning Tree (MRCT) is one of spanning tree optimization problems having several applications

More information

CHAPTER 5 ANT-FUZZY META HEURISTIC GENETIC SENSOR NETWORK SYSTEM FOR MULTI - SINK AGGREGATED DATA TRANSMISSION

CHAPTER 5 ANT-FUZZY META HEURISTIC GENETIC SENSOR NETWORK SYSTEM FOR MULTI - SINK AGGREGATED DATA TRANSMISSION CHAPTER 5 ANT-FUZZY META HEURISTIC GENETIC SENSOR NETWORK SYSTEM FOR MULTI - SINK AGGREGATED DATA TRANSMISSION 5.1 INTRODUCTION Generally, deployment of Wireless Sensor Network (WSN) is based on a many

More information

Methods and Models for Combinatorial Optimization Modeling by Linear Programming

Methods and Models for Combinatorial Optimization Modeling by Linear Programming Methods and Models for Combinatorial Optimization Modeling by Linear Programming Luigi De Giovanni, Marco Di Summa 1 Linear programming models Linear programming models are a special class of mathematical

More information

Experimental Comparison of Different Techniques to Generate Adaptive Sequences

Experimental Comparison of Different Techniques to Generate Adaptive Sequences Experimental Comparison of Different Techniques to Generate Adaptive Sequences Carlos Molinero 1, Manuel Núñez 1 and Robert M. Hierons 2 1 Departamento de Sistemas Informáticos y Computación, Universidad

More information

Evolutionary Computation Algorithms for Cryptanalysis: A Study

Evolutionary Computation Algorithms for Cryptanalysis: A Study Evolutionary Computation Algorithms for Cryptanalysis: A Study Poonam Garg Information Technology and Management Dept. Institute of Management Technology Ghaziabad, India pgarg@imt.edu Abstract The cryptanalysis

More information

Exploration vs. Exploitation in Differential Evolution

Exploration vs. Exploitation in Differential Evolution Exploration vs. Exploitation in Differential Evolution Ângela A. R. Sá 1, Adriano O. Andrade 1, Alcimar B. Soares 1 and Slawomir J. Nasuto 2 Abstract. Differential Evolution (DE) is a tool for efficient

More information

Lecture 14: Linear Programming II

Lecture 14: Linear Programming II A Theorist s Toolkit (CMU 18-859T, Fall 013) Lecture 14: Linear Programming II October 3, 013 Lecturer: Ryan O Donnell Scribe: Stylianos Despotakis 1 Introduction At a big conference in Wisconsin in 1948

More information

Tabu search and genetic algorithms: a comparative study between pure and hybrid agents in an A-teams approach

Tabu search and genetic algorithms: a comparative study between pure and hybrid agents in an A-teams approach Tabu search and genetic algorithms: a comparative study between pure and hybrid agents in an A-teams approach Carlos A. S. Passos (CenPRA) carlos.passos@cenpra.gov.br Daniel M. Aquino (UNICAMP, PIBIC/CNPq)

More information

Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem

Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem Methods and Models for Combinatorial Optimization Exact methods for the Traveling Salesman Problem L. De Giovanni M. Di Summa The Traveling Salesman Problem (TSP) is an optimization problem on a directed

More information

SOLVING AN ACCESSIBILITY-MAXIMIZATION ROAD NETWORK DESIGN MODEL: A COMPARISON OF HEURISTICS

SOLVING AN ACCESSIBILITY-MAXIMIZATION ROAD NETWORK DESIGN MODEL: A COMPARISON OF HEURISTICS Advanced OR and AI Methods in Transportation SOLVING AN ACCESSIBILITY-MAXIMIZATION ROAD NETWORK DESIGN MODEL: A COMPARISON OF HEURISTICS Bruno SANTOS 1, António ANTUNES 2, Eric MILLER 3 Abstract. This

More information

A HYBRID APPROACH IN GENETIC ALGORITHM: COEVOLUTION OF THREE VECTOR SOLUTION ENCODING. A CASE-STUDY

A HYBRID APPROACH IN GENETIC ALGORITHM: COEVOLUTION OF THREE VECTOR SOLUTION ENCODING. A CASE-STUDY A HYBRID APPROACH IN GENETIC ALGORITHM: COEVOLUTION OF THREE VECTOR SOLUTION ENCODING. A CASE-STUDY Dmitriy BORODIN, Victor GORELIK, Wim DE BRUYN and Bert VAN VRECKEM University College Ghent, Ghent, Belgium

More information

A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING

A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING A BIASED RANDOM-KEY GENETIC ALGORITHM FOR JOB-SHOP SCHEDULING JOSÉ FERNANDO GONÇALVES AND MAURICIO G. C. RESENDE Abstract. This paper presents a local search, based on a new neighborhood for the job-shop

More information

Origins of Operations Research: World War II

Origins of Operations Research: World War II ESD.83 Historical Roots Assignment METHODOLOGICAL LINKS BETWEEN OPERATIONS RESEARCH AND STOCHASTIC OPTIMIZATION Chaiwoo Lee Jennifer Morris 11/10/2010 Origins of Operations Research: World War II Need

More information

A New Selection Operator - CSM in Genetic Algorithms for Solving the TSP

A New Selection Operator - CSM in Genetic Algorithms for Solving the TSP A New Selection Operator - CSM in Genetic Algorithms for Solving the TSP Wael Raef Alkhayri Fahed Al duwairi High School Aljabereyah, Kuwait Suhail Sami Owais Applied Science Private University Amman,

More information

Design of Large-Scale Optical Networks Λ

Design of Large-Scale Optical Networks Λ Design of Large-Scale Optical Networks Λ Yufeng Xin, George N. Rouskas, Harry G. Perros Department of Computer Science, North Carolina State University, Raleigh NC 27695 E-mail: fyxin,rouskas,hpg@eos.ncsu.edu

More information

Khushboo Arora, Samiksha Agarwal, Rohit Tanwar

Khushboo Arora, Samiksha Agarwal, Rohit Tanwar International Journal of Scientific & Engineering Research, Volume 7, Issue 1, January-2016 1014 Solving TSP using Genetic Algorithm and Nearest Neighbour Algorithm and their Comparison Khushboo Arora,

More information

Transportation Policy Formulation as a Multi-objective Bilevel Optimization Problem

Transportation Policy Formulation as a Multi-objective Bilevel Optimization Problem Transportation Policy Formulation as a Multi-objective Bi Optimization Problem Ankur Sinha 1, Pekka Malo, and Kalyanmoy Deb 3 1 Productivity and Quantitative Methods Indian Institute of Management Ahmedabad,

More information

A two-level metaheuristic for the All Colors Shortest Path Problem

A two-level metaheuristic for the All Colors Shortest Path Problem Noname manuscript No (will be inserted by the editor) A two-level metaheuristic for the All Colors Shortest Path Problem F Carrabs R Cerulli R Pentangelo A Raiconi Received: date / Accepted: date Abstract

More information

A Steady-State Genetic Algorithm for Traveling Salesman Problem with Pickup and Delivery

A Steady-State Genetic Algorithm for Traveling Salesman Problem with Pickup and Delivery A Steady-State Genetic Algorithm for Traveling Salesman Problem with Pickup and Delivery Monika Sharma 1, Deepak Sharma 2 1 Research Scholar Department of Computer Science and Engineering, NNSS SGI Samalkha,

More information

Metaheuristic Development Methodology. Fall 2009 Instructor: Dr. Masoud Yaghini

Metaheuristic Development Methodology. Fall 2009 Instructor: Dr. Masoud Yaghini Metaheuristic Development Methodology Fall 2009 Instructor: Dr. Masoud Yaghini Phases and Steps Phases and Steps Phase 1: Understanding Problem Step 1: State the Problem Step 2: Review of Existing Solution

More information

Principles of Network Economics

Principles of Network Economics Hagen Bobzin Principles of Network Economics SPIN Springer s internal project number, if known unknown Monograph August 12, 2005 Springer Berlin Heidelberg New York Hong Kong London Milan Paris Tokyo Contents

More information

Recursive column generation for the Tactical Berth Allocation Problem

Recursive column generation for the Tactical Berth Allocation Problem Recursive column generation for the Tactical Berth Allocation Problem Ilaria Vacca 1 Matteo Salani 2 Michel Bierlaire 1 1 Transport and Mobility Laboratory, EPFL, Lausanne, Switzerland 2 IDSIA, Lugano,

More information

3 No-Wait Job Shops with Variable Processing Times

3 No-Wait Job Shops with Variable Processing Times 3 No-Wait Job Shops with Variable Processing Times In this chapter we assume that, on top of the classical no-wait job shop setting, we are given a set of processing times for each operation. We may select

More information

Models and Algorithms for Shortest Paths in a Time Dependent Network

Models and Algorithms for Shortest Paths in a Time Dependent Network Models and Algorithms for Shortest Paths in a Time Dependent Network Yinzhen Li 1,2, Ruichun He 1 Zhongfu Zhang 1 Yaohuang Guo 2 1 Lanzhou Jiaotong University, Lanzhou 730070, P. R. China 2 Southwest Jiaotong

More information

Online algorithms for clustering problems

Online algorithms for clustering problems University of Szeged Department of Computer Algorithms and Artificial Intelligence Online algorithms for clustering problems Summary of the Ph.D. thesis by Gabriella Divéki Supervisor Dr. Csanád Imreh

More information

A Memetic Algorithm for Parallel Machine Scheduling

A Memetic Algorithm for Parallel Machine Scheduling A Memetic Algorithm for Parallel Machine Scheduling Serafettin Alpay Eskişehir Osmangazi University, Industrial Engineering Department, Eskisehir, Turkiye Abstract - This paper focuses on the problem of

More information

Lamarckian Repair and Darwinian Repair in EMO Algorithms for Multiobjective 0/1 Knapsack Problems

Lamarckian Repair and Darwinian Repair in EMO Algorithms for Multiobjective 0/1 Knapsack Problems Repair and Repair in EMO Algorithms for Multiobjective 0/ Knapsack Problems Shiori Kaige, Kaname Narukawa, and Hisao Ishibuchi Department of Industrial Engineering, Osaka Prefecture University, - Gakuen-cho,

More information

Lagrangian Relaxation as a solution approach to solving the Survivable Multi-Hour Network Design Problem

Lagrangian Relaxation as a solution approach to solving the Survivable Multi-Hour Network Design Problem Lagrangian Relaxation as a solution approach to solving the Survivable Multi-Hour Network Design Problem S.E. Terblanche, R. Wessäly and J.M. Hattingh School of Computer, Statistical and Mathematical Sciences

More information

A LOCAL SEARCH GENETIC ALGORITHM FOR THE JOB SHOP SCHEDULING PROBLEM

A LOCAL SEARCH GENETIC ALGORITHM FOR THE JOB SHOP SCHEDULING PROBLEM A LOCAL SEARCH GENETIC ALGORITHM FOR THE JOB SHOP SCHEDULING PROBLEM Kebabla Mebarek, Mouss Leila Hayat and Mouss Nadia Laboratoire d'automatique et productique, Université Hadj Lakhdar -Batna kebabla@yahoo.fr,

More information

Chapter 14 Global Search Algorithms

Chapter 14 Global Search Algorithms Chapter 14 Global Search Algorithms An Introduction to Optimization Spring, 2015 Wei-Ta Chu 1 Introduction We discuss various search methods that attempts to search throughout the entire feasible set.

More information

A HYBRID LAGRANGEAN HEURISTIC WITH GRASP AND PATH-RELINKING FOR SET K-COVERING

A HYBRID LAGRANGEAN HEURISTIC WITH GRASP AND PATH-RELINKING FOR SET K-COVERING A HYBRID LAGRANGEAN HEURISTIC WITH GRASP AND PATH-RELINKING FOR SET K-COVERING LUCIANA S. PESSOA, MAURICIO G. C. RESENDE, AND CELSO C. RIBEIRO Abstract. The set k-covering problem is an extension of the

More information

Integer Programming ISE 418. Lecture 7. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 7. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 7 Dr. Ted Ralphs ISE 418 Lecture 7 1 Reading for This Lecture Nemhauser and Wolsey Sections II.3.1, II.3.6, II.4.1, II.4.2, II.5.4 Wolsey Chapter 7 CCZ Chapter 1 Constraint

More information

Genetic Algorithm for Circuit Partitioning

Genetic Algorithm for Circuit Partitioning Genetic Algorithm for Circuit Partitioning ZOLTAN BARUCH, OCTAVIAN CREŢ, KALMAN PUSZTAI Computer Science Department, Technical University of Cluj-Napoca, 26, Bariţiu St., 3400 Cluj-Napoca, Romania {Zoltan.Baruch,

More information

METAHEURISTIC. Jacques A. Ferland Department of Informatique and Recherche Opérationnelle Université de Montréal.

METAHEURISTIC. Jacques A. Ferland Department of Informatique and Recherche Opérationnelle Université de Montréal. METAHEURISTIC Jacques A. Ferland Department of Informatique and Recherche Opérationnelle Université de Montréal ferland@iro.umontreal.ca March 2015 Overview Heuristic Constructive Techniques: Generate

More information

Using Genetic Algorithms to optimize ACS-TSP

Using Genetic Algorithms to optimize ACS-TSP Using Genetic Algorithms to optimize ACS-TSP Marcin L. Pilat and Tony White School of Computer Science, Carleton University, 1125 Colonel By Drive, Ottawa, ON, K1S 5B6, Canada {mpilat,arpwhite}@scs.carleton.ca

More information